R Observatory: Metrics for HierPorfolios version 0.1.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

This package was removed from CRAN on 2021-12-30 and replaced by HierPortfolios. Its history is shown below.

Reason: the request of the maintainer

Details below reflect version 0.1.0, its last release before removal.

HierPorfolios

0.1.0Package record

Hierarchical Clustering-Based Portfolio Allocation Strategies

0packages depend

–downloads / year

–test coverage

–flavors OK

Overview

About

Maintained by Carlos TruciosCRAN page ↗GitHub ↗

Machine learning portfolio allocation strategies based on hierarchical clustering methods. The implemented methods are: Hierarchical risk parity (De Prado, 2016) <DOI: 10.3905/jpm.2016.42.4.059> and Hierarchical clustering-based asset allocation (Raffinot, 2017) <DOI: 10.3905/jpm.2018.44.2.089>.

Install

R (source archive)pak (dev)

url <- "https://cran.r-project.org/src/contrib/Archive/HierPorfolios/HierPorfolios_0.1.0.tar.gz"
pkgFile <- "HierPorfolios_0.1.0.tar.gz"
download.file(url, pkgFile)
install.packages(pkgFile, type = "source", repos = NULL)

This package is no longer on CRAN, so install.packages() cannot fetch it by name. This downloads the last archived source (0.1.0) and builds it locally. Install its dependencies first, and note that building from source needs the usual compiler toolchain.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("ctruciosm/HierPorfolios")

Development version from ctruciosm/HierPorfolios. Installs pak first if it is not already available.

Health

CRAN checks

CRAN check results are not tracked yet.

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.1.0

READMEYes · 126 wordsVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION

Help pages: 4
Examples that run: 100%2 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 75%

How these are measured

Downloads

HierPorfolios Releases R versions

Daily download trend is not available in this view yet.

Compare downloads with other packages →

Also on2 autocran

How downloads are counted

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.6.0

Imports (3)

fastclusterclusterRiskPortfolios

LinkingTo (0)

none

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

–indirect (not tracked)

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (1)

Carlos Trucios

Contributor

Maintainer since 0.1.0 (2021)

Releases (1)

R
R 4.2.0 released · 2022-04-22
replacedReplaced by another package
replaced by HierPortfolios
archivedRemoved from CRAN
2021-12-30
the request of the maintainer
0.1.0
record
2021-11-08
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2021-11-08
Total releases: 1 / 5 yrs
License: GPL-2 OSI
Minimum R: ≥ 3.6.0
Bundled data: 1.0 MB / 2 files

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("HierPorfolios")

Format

Trucios, C. (n.d.). HierPorfolios: Hierarchical Clustering-Based Portfolio Allocation Strategies (Version 0.1.0) [Computer software]. Retrieved October 25, 2026, from https://CRAN.R-project.org/package=HierPorfolios

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for HierPorfolios version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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